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cramer rao lower bound on estimator's variance

Hello,
I am wanted know equation on cramer rao lower bound on estimator
variance(lowest possible limit on variance) for a given SNR, the
number of data point and mathematically expression of the estimator.

Any reference on this topic will also be great....
waiting for reply
praveen
0
praveenkumar1979
9/15/2003 10:54:21 AM
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praveen wrote:
> Hello,
> I am wanted know equation on cramer rao lower bound on estimator
> variance(lowest possible limit on variance) for a given SNR, the
> number of data point and mathematically expression of the estimator.
> 
> Any reference on this topic will also be great....
> waiting for reply
> praveen
Estimator of what parameter?

"Detection, Estimation, and Modulation Theory vol I" H.L Van Trees

chapter 3.


0
Stan
9/15/2003 1:49:54 PM
praveenkumar1979@rediffmail.com (praveen) wrote in message news:<ff8a3afb.0309150254.50c20405@posting.google.com>...
> Hello,
> I am wanted know equation on cramer rao lower bound on estimator
> variance(lowest possible limit on variance) for a given SNR, the
> number of data point and mathematically expression of the estimator.
> 
> Any reference on this topic will also be great....
> waiting for reply
> praveen


"Optimal and Adaptive Processing", Peter M. Clarkson

"Lessons in Digital Estimation Theory", Jerry M. Mendel
0
maurice
9/15/2003 7:05:46 PM
praveenkumar1979@rediffmail.com (praveen) writes:

> I am wanted know equation on cramer rao lower bound on estimator
> variance(lowest possible limit on variance) for a given SNR, the
> number of data point and mathematically expression of the estimator.
> 
> Any reference on this topic will also be great....
> waiting for reply

As someone else asked: what parameter?

The CRLB changes depending on what you're trying to estimate.

Another reference that might be interesting is:

Kay, S.M. "Fundamentals of Statistical Signal Processing I: Estimation
Theory", Prentice-Hall, 1993.

Ciao,

Peter K.

-- 
Peter J. Kootsookos

"Na, na na na na na na, na na na na"
- 'Hey Jude', Lennon/McCartney
0
p
9/15/2003 11:07:25 PM
Hello,
i am looking for the cramer rao bound for estimating the amplitude of
the signal.
cramer rao lower bound equation for an estimator for getting minimum
variance(lowest possible limit on variance) for a given SNR, the
number of data point and mathematically expression of the estimator.
I am difficulty in locating the expression. If some one know the
eqation please mention it.
With regards,
praveen
0
praveenkumar1979
9/26/2003 6:40:24 AM
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